Person:182616

Available identifiers

zbMath Open wee.in-sukMaRDI QIDQ182616

List of research outcomes

Publication	Date of Publication	Type
Valuation of power options under Heston's stochastic volatility model	2016-09-28	Paper
A RECURSIVE METHOD FOR DISCRETELY MONITORED GEOMETRIC ASIAN OPTION PRICES	2016-06-16	Paper
Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications	2015-11-13	Paper
Pricing of geometric Asian options under Heston's stochastic volatility model	2015-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q2884851	2012-05-18	Paper
AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS	2012-02-08	Paper
COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS	2009-04-20	Paper
RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES	2008-06-18	Paper
Tail asymptotics for the fundamental period in the MAP\(/G/1\) queue	2007-11-28	Paper
APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL	2006-06-19	Paper
Exact convergence rate for the distributions of \(GI\)/\(M\)/\(c\)/\(K\) queue as \(K\) tends to infinity	2003-08-21	Paper
ERROR ESTIMATES FOR OPTION PRICES IN JUMP-DIFFUSION MODELS	2003-05-25	Paper
Convergence of Jump-Diffusion Modelsto the Black–Scholes Model	2003-02-24	Paper
https://portal.mardi4nfdi.de/entity/Q4544415	2002-08-04	Paper
Asymptotic behavior of loss probability in GI/M/1/\(K\) queue as \(K\) tends to infinity	2001-06-19	Paper
Recurrence and transience for jump–diffusion processes	2001-05-20	Paper
Stability for multidimensional jump-diffusion processes	2001-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q4954830	2000-06-12	Paper
https://portal.mardi4nfdi.de/entity/Q4237075	1999-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q4353850	1998-05-25	Paper
A note on the weak invariance principle for local times	1998-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q4351517	1998-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q4764553	1995-07-16	Paper
The law of the iterated logarithm for local time of a Lévy process	1993-03-10	Paper
Lower functions for asymmetric Lévy processes	1990-01-01	Paper
Lower functions for processes with stationary independent increments	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3738328	1985-01-01	Paper

Research outcomes over time

This page was built for person: In-Suk Wee